Mephala's Shrine is a Daedric shrine northeast of the Imperial City. From the Red Ring Road just west of Fort Chalman, head north into the foothills.
Ciindil, Dredena Hlavel, and Rona can be found worshipping here. Dredena Hlavel begins the related quest, Mephala, once you reach level 15; to proceed, an offering of nightshade must be made to the shrine between midnight and 6am.
Three benches and a lectern with two lit candles are in front of the shrine, with four additional lit candles on a rock nearby.